+842.1%
UNH vs ECHO
+252.6%
+589.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +3.4% | +5.7% | -2.3% | +2.5% |
| 30D | +3.0% | +13.8% | -10.8% | +0.8% |
| 3M | +2.7% | +9.1% | -6.3% | +1.0% |
| 6M | +2.8% | -24.9% | +27.7% | +6.0% |
| YTD | +25.9% | -8.0% | +33.9% | +24.5% |
| 1Y | +25.8% | +42.9% | -17.1% | +15.7% |
| 3Y | -20.0% | +926.7% | -946.7% | -58.4% |
| 5Y | -2.8% | +230.4% | -233.2% | -34.1% |
| 10Y | +228.7% | +145.9% | +82.8% | +130.3% |
| All | +842.1% | +252.6% | +589.5% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling